QuantLib 0.3.11
Getting started
Reference manual
ql/PricingEngines/Vanilla/batesengine.hpp File Reference
Detailed Description
analytic Bates model engine
#include <ql/qldefines.hpp>
#include <ql/ShortRateModels/TwoFactorModels/batesmodel.hpp>
#include <ql/PricingEngines/Vanilla/analytichestonengine.hpp>
Include dependency graph for batesengine.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BatesEngine |
| Bates model engines based on Fourier transform. More... | |
